-47.1%
EOSE vs PEGA
-30.0%
-17.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.0% | +11.8% | +11.0% |
| 7D | +19.0% | +3.3% | +15.7% | +18.6% |
| 30D | +1.6% | +17.7% | -16.2% | -0.4% |
| 3M | -52.0% | +5.8% | -57.8% | -51.8% |
| 6M | -42.5% | -20.3% | -22.3% | -38.9% |
| YTD | -66.1% | -37.1% | -29.0% | -62.2% |
| 1Y | -47.1% | -30.2% | -16.9% | -39.9% |
| All | -47.1% | -30.0% | -17.1% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling